CME Pit-Traded Wheat Future September 2009
| Trading Metrics calculated at close of trading on 02-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2009 |
02-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
545-0 |
528-0 |
-17-0 |
-3.1% |
572-0 |
| High |
545-4 |
537-0 |
-8-4 |
-1.6% |
580-0 |
| Low |
530-4 |
528-0 |
-2-4 |
-0.5% |
556-0 |
| Close |
535-4 |
529-0 |
-6-4 |
-1.2% |
563-0 |
| Range |
15-0 |
9-0 |
-6-0 |
-40.0% |
24-0 |
| ATR |
15-7 |
15-3 |
-0-4 |
-3.1% |
0-0 |
| Volume |
62,920 |
47,524 |
-15,396 |
-24.5% |
167,262 |
|
| Daily Pivots for day following 02-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
558-3 |
552-5 |
534-0 |
|
| R3 |
549-3 |
543-5 |
531-4 |
|
| R2 |
540-3 |
540-3 |
530-5 |
|
| R1 |
534-5 |
534-5 |
529-7 |
537-4 |
| PP |
531-3 |
531-3 |
531-3 |
532-6 |
| S1 |
525-5 |
525-5 |
528-1 |
528-4 |
| S2 |
522-3 |
522-3 |
527-3 |
|
| S3 |
513-3 |
516-5 |
526-4 |
|
| S4 |
504-3 |
507-5 |
524-0 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
638-3 |
624-5 |
576-2 |
|
| R3 |
614-3 |
600-5 |
569-5 |
|
| R2 |
590-3 |
590-3 |
567-3 |
|
| R1 |
576-5 |
576-5 |
565-2 |
571-4 |
| PP |
566-3 |
566-3 |
566-3 |
563-6 |
| S1 |
552-5 |
552-5 |
560-6 |
547-4 |
| S2 |
542-3 |
542-3 |
558-5 |
|
| S3 |
518-3 |
528-5 |
556-3 |
|
| S4 |
494-3 |
504-5 |
549-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
567-0 |
525-0 |
42-0 |
7.9% |
13-5 |
2.6% |
10% |
False |
False |
45,312 |
| 10 |
593-0 |
525-0 |
68-0 |
12.9% |
11-6 |
2.2% |
6% |
False |
False |
38,227 |
| 20 |
655-0 |
525-0 |
130-0 |
24.6% |
11-7 |
2.2% |
3% |
False |
False |
32,376 |
| 40 |
702-0 |
525-0 |
177-0 |
33.5% |
12-4 |
2.4% |
2% |
False |
False |
21,425 |
| 60 |
702-0 |
525-0 |
177-0 |
33.5% |
10-5 |
2.0% |
2% |
False |
False |
15,772 |
| 80 |
702-0 |
525-0 |
177-0 |
33.5% |
9-6 |
1.8% |
2% |
False |
False |
12,426 |
| 100 |
702-0 |
525-0 |
177-0 |
33.5% |
8-6 |
1.6% |
2% |
False |
False |
10,211 |
| 120 |
702-0 |
525-0 |
177-0 |
33.5% |
7-5 |
1.4% |
2% |
False |
False |
8,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
575-2 |
|
2.618 |
560-4 |
|
1.618 |
551-4 |
|
1.000 |
546-0 |
|
0.618 |
542-4 |
|
HIGH |
537-0 |
|
0.618 |
533-4 |
|
0.500 |
532-4 |
|
0.382 |
531-4 |
|
LOW |
528-0 |
|
0.618 |
522-4 |
|
1.000 |
519-0 |
|
1.618 |
513-4 |
|
2.618 |
504-4 |
|
4.250 |
489-6 |
|
|
| Fisher Pivots for day following 02-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
532-4 |
537-4 |
| PP |
531-3 |
534-5 |
| S1 |
530-1 |
531-7 |
|